You know you're screwed when you drop your wooden mask inside bromjunaar sanctuary with all the masks still inside the chamber... (without a save backup )
When you get your 'Become Ethereal' shout and pick the highest nearby cliff to jump for the first time...and land on a dragon.
(This really happened to me, I almost peed my pants)
I.....would LOVE this!
When you complete a misc. quest and before you get a chance to talk to the questgiver he gets stabbed by a vamp. This only happened once, but it was hilarious / terrible.
When you've gotten to level 63 legit for the first time and are surrounded by Falmer and about to die then save and go to sleep because your about to passout. Then log in the next morning and realize this is your only save on this profile and every enterance/exit tunnel is blocked by Charus's and you can't escape because Every. Single. Time. You. Spawn. You. Get. Poisioned. And. Die.